+115.0%
UMC vs ESTC
+1.6%
+113.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -14.7% | -15.9% | +1.2% | -13.8% |
| 30D | -32.9% | -5.5% | -27.3% | -32.5% |
| 3M | -22.2% | +26.2% | -48.4% | -22.6% |
| 6M | +25.9% | +77.0% | -51.1% | +23.7% |
| YTD | +107.9% | +18.9% | +89.0% | +111.4% |
| 1Y | +115.0% | +1.3% | +113.7% | +119.9% |
| All | +115.0% | +1.6% | +113.5% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling